Robert Litterman

From MarketsWiki
Jump to: navigation, search
FTSE Russell banner 2016.gif
Robert Litterman
Occupation Chairman, Quantitative Investment Strategies Group
Employer Kepos Capital LP
Location New York

Robert Litterman is a partner at Kepos Capital LP and chair of the firm’s risk committee. Previously, he served in research, risk management, investment, and leadership roles at Goldman Sachs & Co., where he oversaw the Quantitative Investment Strategies group and the Global Investment Strategies group.[1]

He is the co-developer, along with the late Fischer Black, of the Black-Litterman Global Asset Allocation Model which is used in asset allocation.

Litterman was awarded the 2008 IAFE/SunGard Financial Engineer of the Year award.[2]


Litterman has held several positions at Goldman Sachs, including head of the firm wide Risk Department and co-director of the Fixed Income Division. Before joining the firm in 1986, Bob was an assistant vice president in the Research Department of the Federal Reserve Bank of Minneapolis and an assistant professor in the Economics Department at the Massachusetts Institute of Technology.

He is also a member of the board of the World Wildlife Fund.


BS in Human Biology from Stanford University, 1973

PhD in Economics from the University of Minnesota, 1980


  1. Robert Litterman. CFA Institute.
  2. IAFE Annual Conference 2009. IAFE.